2500V output - the voltage spikes will kill yours output diodes. Delete inductor on output of transformer - after diodes. And set it anywere befor the diodes.
Added after 2 minutes:
use the brige rectifier on the output. It's the only right way, I guess.
there is a diode that suffer 20kv on forward and switch fast and prevent spike at output because of its fast on/off time. do you suggest your circuit about this?